COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 258,611 COMMITMENTS 34,912 50,201 70,818 126,731 119,884 232,460 240,902 26,151 17,709 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 1,533) 1,356 -1,338 -566 -3,081 1,004 -2,292 -901 3,825 2,434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 19.4 27.4 49.0 46.4 89.9 93.2 10.1 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 104 95 89 93 66 239 218 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 49,115 COMMITMENTS 12,111 1,737 12,319 19,306 32,401 43,735 46,457 5,380 2,658 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 173) 572 462 724 -897 -1,021 399 165 -226 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 3.5 25.1 39.3 66.0 89.0 94.6 11.0 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 65 32 38 23 22 101 84 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 151,991 COMMITMENTS 33,965 32,200 11,341 93,457 100,458 138,762 143,999 13,229 7,992 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -14,248) 891 -7,441 -5,267 -9,121 -450 -13,497 -13,158 -752 -1,090 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 21.2 7.5 61.5 66.1 91.3 94.7 8.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 55 44 39 51 40 127 108 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 677,284 COMMITMENTS 95,803 42,775 157,092 351,437 411,794 604,333 611,661 72,951 65,623 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 15,879) -1,112 2,514 357 11,557 13,925 10,803 16,796 5,076 -917 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 6.3 23.2 51.9 60.8 89.2 90.3 10.8 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 59 39 53 79 70 161 142 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 165,573 COMMITMENTS 36,265 20,587 51,180 65,420 86,735 152,865 158,502 12,708 7,071 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 14,484) 5,080 -4,052 10,147 -495 7,941 14,733 14,036 -249 448 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 12.4 30.9 39.5 52.4 92.3 95.7 7.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422) 169 89 137 112 116 356 290 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 35,200 COMMITMENTS 13,006 10,242 3,822 15,849 17,652 32,677 31,716 2,523 3,484 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 1,500) 910 2,068 509 529 -1,173 1,948 1,404 -448 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.9 29.1 10.9 45.0 50.1 92.8 90.1 7.2 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 20 28 12 5 12 28 50 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 43,607 COMMITMENTS 33,923 1,207 1 2,894 37,881 36,818 39,089 6,789 4,518 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 77.8 2.8 0.0 6.6 86.9 84.4 89.6 15.6 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 8 2 1 4 10 12 13
Updated November 13, 2006